Central Limit Theorem

중심극한 정리와 표준오차

(Central limit theorem & Standard error)

1
 정규분포(Normal Distribution)

99.7% of data are within 3 standard deviations of the mean

95% within
2 standard deviations
68% within
1 standard deviation

0.340 0.340
0.024 0.024
0.001 0.001
0.135 0.135

 - 3  - 2   -    +   + 2  + 3 
2
 Central Limit Theorem

정규분포의 특성

종 모양.
평균을 중심으로 좌우 대칭.
단봉 분포 (Unimodal distribution).
평균값, 중앙값, 최빈값 이 일치함.
꼬리부분은 수평축에 닿지 않음.
평균과 표준편차에 의해 분포의 모양이 달라짐.
Central Limit Theorem
 Central Limit Theorem

( x )2
1 
f ( x)  e 2 2
,    x    , 여기서 e  2.71828   
2πσ

표준정규분포표: 각 정규분포마다의 누
적분포함수의 계산이 어려우므로 정규
분포를 하나로 표준화 시켜 적분한 값을
하나의 수표로 제시한 표.
 Central Limit Theorem

표준정규분포(Standard normal distribution)

Central Limit Theorem
Central Limit Theorem
 Central Limit Theorem

표집분포
(Sampling distribution)

9
 Central Limit Theorem

표집분포(Sampling distribution)와 표준 오차(Standard error of the mean)

 중심극한정리
(Central Limit theorem)

표본의 크기가 증가할수록 정규분포에 급속히 접근

한다(n>30).
Characteristics of the Sampling Distribution of Means
1. Normally distributed
- central limit theorem; n = 30
표준오차(Standard Error)= 표집 분포의 표준편차

Sample size of 2 among 5(1, 2, 3, 4, 5), 25

possible samples (M=3, SD=1.414)
Sample size of 3
표준오차 계산
 What is standard error ?

• The important idea is that you have a sample statistic and

want to build a frequency distribution of all the possible
samples. Then, you want to describe the variability of
these samples. This is the use of the standard error.
• We create a sampling distribution by generating all
possible samples of a given size from a population,
calculating a statistic for each sample, and plotting the
distribution of sample statistics.

• The standard error is the standard deviation of a sampling

distribution.

• The larger the sample, the smaller the SE. The smaller
the sample, the greater the chance of extreme sample
statistics.
 Statistical Inference about a Population Mean
• Sampling distribution of means

– Provides a model of the variability of sample means based on

samples from the population specified by the null hypothesis
– The importance of the sampling distribution of means is that it
provides a model of what is likely to occur if the null hypothesis
is true.